A monetary analysis of the Drachma/ECU exchange rate determination, 1980-1991
AbstractThe validity of the monetary approach to the Drachma/ECU exchange rate determination is investigated through cointegration, impulse response and variance decomposition analysis. The empirical results reported confirm recent findings that the monetary approach may be interpreted as a long-run equilibrium condition with highly complex short-run dynamics.
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Bibliographic InfoArticle provided by Springer in its journal Empirical Economics.
Volume (Year): 25 (2000)
Issue (Month): 4 ()
Note: received: November 1997/Final version received: May 2000
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